Program 2007

European Winter Finance Summit, 2007

TimePresenterDiscussantTitle
Sunday
from 20:00Welcome Dinner
Monday
07:00 - 08:00Breakfast
08:00 - 09:00Peter DeMarzoKeynote presentation
09:00 - 15:00Recreational time - skiing
15:40 - 16:00Coffee Break
16:00 - 18:00E. Kandel
I. Tkatch
R. NaesDemand for the Immediacy of Excecution: Time is Money
L. Cholette
R. Naes
J. Skjeltorp
Y. WuPricing Implications of Shared Variance in Liquidity Measures
N. GarleanuT. DanglPortfolio Choice and Pricing in Illiquid Markets
18:00 - 18:15Coffee Break
18:15 - 19:35S. FlamH. BrandtPortfolio Management without Probabilities and Statistics
R. Anderson
K. Nyborg
K. RitzbergerFinancing and Corporate Growth under Repeated Moral Hazard
from 20:00Dinner
Tuesday
07:00 - 08:00Breakfast
08:00 - 09:00Marco PaganoKeynote presentation
09:00 - 15:00Recreational time - skiing
15:40 - 16:00Coffee Break
16:00 - 18:00R. Albuquerque
J. Miao
M. HallingCEO Power, Compensation, and Governance
P. Fulghieri
M. Suominen
K. NyborgCorporate Governance, Finance, and the Real Sector
T. Hintermaier
W. Koeniger
K. MiltersenIncome Risk, Durables, and Collateral Loans
18:00 - 18:15Coffee Break
18:15 - 19:35J. Hiao
A. Kalay
S. Mayhew
E. DocknerEx Dividend Arbitrage in Option Markets,
Estimates Volume of Trade, and Market Efficiency
A. Beber
M. Brandt
T. SteinbergerResolving Macroeconomic Uncertainty in Stock and Bond Markets
from 20:00Dinner
Wednesday
07:00 - 08:00Breakfast
08:00 - 10:00G. Franke
M. Herrmann
T. Weber
B. UrosevicOn the Design of Collateralized Debt Obligation Transactions
W. Bühler
M. Trapp
M. HochradlCredit and Liquidity Risk in Bond and CDS Markets
D. Fabbri
A. Menichini
J. ZechnerIn-Kind Finance, Collateral, and Cheap Trade Credit
10:00 - 10:15Coffee Break
10:15 - 10:55O. Bosch
S. Steffen
G. FrankeInformed Lending and the Structure of Loan Syndicates:
Evidence from the European Syndicated Loan Market